In the nicely written article https://arxiv.org/abs/1803.06917 by Justin Sirignano and Rama Cont, they explained that their model is universal and stationary. I am a bit confused about some questions.

  1. What makes that model any different from other models?
  2. What do they called the "Universal Features"?
  3. As they use petabyte of data, i.e. 1000 stocks over on 3 years, can we achieve the same results with 3 stocks over 3 years instead?

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